ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 130-010 130-095 0-085 0.2% 127-065
High 130-135 131-205 1-070 0.9% 131-010
Low 129-250 130-075 0-145 0.3% 126-310
Close 130-115 130-250 0-135 0.3% 129-280
Range 0-205 1-130 0-245 119.5% 4-020
ATR 1-035 1-042 0-007 1.9% 0-000
Volume 937,990 1,570,161 632,171 67.4% 8,859,523
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-033 134-112 131-178
R3 133-223 132-302 131-054
R2 132-093 132-093 131-012
R1 131-172 131-172 130-291 131-292
PP 130-283 130-283 130-283 131-024
S1 130-042 130-042 130-209 130-162
S2 129-153 129-153 130-168
S3 128-023 128-232 130-126
S4 126-213 127-102 130-002
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 141-153 139-237 132-035
R3 137-133 135-217 130-318
R2 133-113 133-113 130-198
R1 131-197 131-197 130-079 132-155
PP 129-093 129-093 129-093 129-232
S1 127-177 127-177 129-161 128-135
S2 125-073 125-073 129-042
S3 121-053 123-157 128-242
S4 117-033 119-137 127-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-205 129-020 2-185 2.0% 0-286 0.7% 67% True False 1,105,803
10 131-205 126-245 4-280 3.7% 1-142 1.1% 82% True False 1,535,778
20 131-205 123-250 7-275 6.0% 1-061 0.9% 89% True False 1,438,059
40 131-205 121-225 9-300 7.6% 1-009 0.8% 91% True False 1,386,254
60 131-205 121-170 10-035 7.7% 0-295 0.7% 91% True False 1,325,497
80 131-205 118-280 12-245 9.8% 0-263 0.6% 93% True False 1,001,621
100 131-205 116-020 15-185 11.9% 0-237 0.6% 94% True False 801,413
120 131-205 116-020 15-185 11.9% 0-205 0.5% 94% True False 667,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-088
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137-198
2.618 135-103
1.618 133-293
1.000 133-015
0.618 132-163
HIGH 131-205
0.618 131-033
0.500 130-300
0.382 130-247
LOW 130-075
0.618 129-117
1.000 128-265
1.618 127-307
2.618 126-177
4.250 124-082
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 130-300 130-220
PP 130-283 130-190
S1 130-267 130-160

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.